### On the forecasting of high-frequency financial time series based on ARIMA model improved by deep learning
@article{2020On,
  title={On the forecasting of high-frequency financial time series based on ARIMA model improved by deep learning},
  author={ Li, Zhenwei  and  Han, Jing  and  Song, Yuping },
  journal={Journal of Forecasting},
  year={2020},
}
### Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models
@article{2014Forecasting,
  title={Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models},
  author={ Kumar, Manish  and  Thenmozhi, M. },
  journal={International Journal of Banking Accounting and Finance},
  volume={5},
  number={3},
  pages={284},
  year={2014},
}
### A hybrid ARIMA and support vector machines model in stock price forecasting
@article{Ping2005A,
title={A hybrid ARIMA and support vector machines model in stock price forecasting},
author={Pai, Ping-Feng and Lin, Chih-Sheng},
journal={Omega},
volume={33},
number={6},
pages={497--505},
year={2005},
publisher={Elsevier}
}

### Risk Measure and Control Strategy of Investment Portfolio of Real Estate based on Dynamic CVaR Model
@article{2007Risk,
  title={Risk Measure and Control Strategy of Investment Portfolio of Real Estate based on Dynamic CVaR Model},
  author={ Meng, Z. Q.  and  Xiao-Fen, Y. U.  and  Jiang, M.  and  Gao, H. },
  journal={Systems Engineering - Theory & Practice},
  volume={27},
  number={9},
  pages={69-76},
  year={2007},
}
### 基于 ARIMA － SVM 组合模型的股票价格预测
@article{111,
  title={Stock price prediction based on ARIMA SVM combination model},
  author={Cheng Changpin and Chen Qiang and Jiang Yongsheng},
  journal={Computer Simulation},
  volume={29},
  number={6},
  pages={4},
  year={2012},
}
### 支持向量机在股票价格预测中的应用
@article{222,
  title={Application of support vector machine in stock price prediction},
  author={Zhang Yuchuan, Zhang Zuoquan},
  journal={Journal of Beijing Jiaotong University},
  volume={31},
  number={6},
  pages={4},
  year={2007},
}
### CVaR风险度量模型在投资组合中的运用
@article{333,
  title={Application of CVaR risk measurement model in portfolio},
  author={Chen Jianli and Li Shenghong},
  journal={Operations research and management},
  volume={13},
  number={1},
  pages={5},
  year={2004},
}
#### 用VaR度量市场风险
@book{444,
  title={Measuring market risk with VaR},
  author={Pan Ze},
  publisher={easuring market risk with VaR},
  year={2001},
}
### Optimization of conditional valueat-risk
@article{1999Optimization,
  title={Optimization of conditional valueat-risk},
  author={ Rockafellar, R. T.  and  Uryasev, S. },
  journal={Journal of Risk},
  volume={2},
  number={3},
  year={1999},
}
### Conditional value-at-risk: optimization algorithms and applications
@inproceedings{2000Conditional,
  title={Conditional value-at-risk: optimization algorithms and applications},
  author={ Uryasev, S. },
  booktitle={IEEE/IAFE/INFORMS Conference on Computational Intelligence for Financial Engineering},
  year={2000},
}
### Optimization of conditional valueat-risk
@article{1999Optimization,
  title={Optimization of conditional valueat-risk},
  author={ Rockafellar, R. T.  and  Uryasev, S. },
  journal={Journal of Risk},
  volume={2},
  number={3},
  year={1999},
}
### A review of the state of the art in optimization
@article{2013A,
  title={A review of the state of the art in optimization},
  author={ Caballero, J. A.  and  Grossmann, I. E. },
  year={2013},
}